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subject:"Sampling"
subject:"Stichprobenerhebung"
~person:"Aït-Sahalia, Yacine"
~subject:"Statistical distribution"
~subject:"Statistical test"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Sampling
Stichprobenerhebung
Statistical distribution
Statistical test
Estimation theory
15
Schätztheorie
15
Theorie
4
Theory
4
Volatility
4
Volatilität
4
Statistischer Test
3
Estimation
2
Market microstructure
2
Marktmikrostruktur
2
Maximum likelihood estimation
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2
Nichtparametrisches Verfahren
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Nonparametric statistics
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Option pricing theory
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2
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1993
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1
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1
Kernel estimators
1
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Aufsatz in Zeitschrift
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Aït-Sahalia, Yacine
Phillips, Peter C. B.
16
Bera, Anil K.
13
Baltagi, Badi H.
10
Shi, Xiaoxia
10
Sun, Yixiao
10
White, Halbert
10
Cai, Zongwu
9
Chen, Yi-ting
9
Escanciano, Juan Carlos
9
Guggenberger, Patrik
9
Wu, Ximing
9
Andrews, Donald W. K.
8
Dufour, Jean-Marie
8
Kleibergen, Frank
8
Parmeter, Christopher F.
8
Su, Liangjun
8
Hill, Jonathan B.
7
Horowitz, Joel
7
Hsu, Yu-Chin
7
Khalaf, Lynda
7
Linton, Oliver
7
Nadarajah, Saralees
7
Peng, Liang
7
Perron, Pierre
7
Andrews, Isaiah
6
Canay, Ivan A.
6
Demetrescu, Matei
6
Doğan, Osman
6
Hoga, Yannick
6
Jin, Sainan
6
Kao, Chihwa
6
Paolella, Marc S.
6
Shin, Dong-wan
6
Taṣpınar, Süleyman
6
Wywiał, Janusz
6
Bugni, Federico A.
5
Chernozhukov, Victor
5
Cho, Jin Seo
5
Fang, Ying
5
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Journal of econometrics
2
Journal of the American Statistical Association : JASA
1
The review of financial studies
1
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ECONIS (ZBW)
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1
Stationarity-based specification tests for diffusions when the process is nonstationary
Aït-Sahalia, Yacine
;
Park, Joon Y.
- In:
Journal of econometrics
169
(
2012
)
2
,
pp. 279-292
Persistent link: https://www.econbiz.de/10009673191
Saved in:
2
Testing for jumps in noisy high frequency data
Aït-Sahalia, Yacine
;
Jacod, Jean
;
Li, Jia
- In:
Journal of econometrics
168
(
2012
)
2
,
pp. 207-222
Persistent link: https://www.econbiz.de/10009612749
Saved in:
3
Nonparametric transition-based tests for jump diffusions
Aït-Sahalia, Yacine
;
Fan, Jianqing
;
Peng, Heng
- In:
Journal of the American Statistical Association : JASA
104
(
2009
)
487
,
pp. 1102-1116
Persistent link: https://www.econbiz.de/10003902802
Saved in:
4
Fisher's information for discretely sampled Lévy processes
Aït-Sahalia, Yacine
;
Jacod, Jean
- In:
Econometrica : journal of the Econometric Society, an …
76
(
2008
)
4
,
pp. 727-761
Persistent link: https://www.econbiz.de/10003740219
Saved in:
5
How often to simple a continuous-time process in the presence of market microstructure noise
Aït-Sahalia, Yacine
;
Mykland, Per A.
;
Zhang, Lan
- In:
The review of financial studies
18
(
2005
)
2
,
pp. 351-416
Persistent link: https://www.econbiz.de/10002881476
Saved in:
6
The effects of random and discrete sampling when estimating continuous-time diffusions
Aït-Sahalia, Yacine
;
Mykland, Per A.
- In:
Econometrica : journal of the Econometric Society, an …
71
(
2003
)
2
,
pp. 483-549
Persistent link: https://www.econbiz.de/10001750277
Saved in:
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